-4.6%
PEP vs PH
+128.8%
-133.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +0.2% |
| 7D | +6.7% | -3.9% | +10.6% | +6.6% |
| 30D | +13.5% | -9.4% | +22.9% | +13.5% |
| 3M | +3.9% | -10.3% | +14.2% | +4.0% |
| 6M | -6.0% | +2.7% | -8.7% | -6.3% |
| YTD | +2.5% | +2.1% | +0.3% | +2.1% |
| 1Y | +3.9% | +16.2% | -12.3% | +3.2% |
| All | -4.6% | +128.8% | -133.4% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded PH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling